+1,152.6%
ALB vs GRMN
+6,905.4%
-5,752.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.5% | -0.2% |
| 7D | -3.6% | -0.1% | -3.5% | -3.6% |
| 30D | -2.9% | +3.5% | -6.4% | -4.2% |
| 3M | -25.8% | -7.3% | -18.5% | -24.1% |
| 6M | -53.6% | +21.8% | -75.3% | -57.2% |
| YTD | -32.4% | +42.8% | -75.2% | -41.3% |
| 1Y | -13.0% | +46.5% | -59.5% | -25.2% |
| 3Y | -15.0% | +158.3% | -173.3% | -41.0% |
| 5Y | -63.5% | +122.6% | -186.1% | -73.4% |
| 10Y | +34.7% | +638.0% | -603.3% | -30.8% |
| All | +1,152.6% | +6,905.4% | -5,752.8% | +268.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GRMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling